Icici Prudential Value Discovery Fund Overview | ||||||
---|---|---|---|---|---|---|
Category | Value Fund | |||||
BMSMONEY Rank | 2 | |||||
BMSMONEY Rating | ||||||
Growth Option | As On: | |||||
NAV | (R) | % | (D) | % | ||
Returns Gro. Opt. | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum Reg. P | ||||||
LumpSum Dir. P | ||||||
SIP Reg. P | ||||||
SIP Dir. P | ||||||
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
1.57 | 0.92 | 1.65 | 4.43% | 0.33 | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
11.14% | -10.29% | -5.93% | 0.52 | 7.99% |
NAV Date:
no dataReview Date: March 28, 2024
The fund has historical rank of first in Value Fund category. Additionally, the fund has 15 performance parameters that are in the top quartile in the category and two parameters above average and below the top quartile.KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
Standard Deviation | 11.14 |
13.11
|
11.14 | 15.70 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Semi Deviation | 7.99 |
9.28
|
7.99 | 11.81 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Max Drawdown % | -5.93 |
-10.91
|
-15.23 | -5.93 | 1 | 12 |
Yes
|
Yes
|
No
|
|
VaR 1 Y % | -10.29 |
-14.86
|
-22.33 | -10.29 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Average Drawdown % | -2.90 |
-4.27
|
-6.28 | -2.90 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Sharpe Ratio | 1.57 |
1.06
|
0.74 | 1.57 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Sterling Ratio | 1.65 |
1.09
|
0.82 | 1.65 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Sortino Ratio | 0.92 |
0.58
|
0.39 | 0.92 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Jensen Alpha % | 4.43 |
3.71
|
-4.80 | 10.70 | 5 | 12 |
Yes
|
No
|
No
|
|
Treynor Ratio | 0.33 |
0.18
|
0.11 | 0.33 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Modigliani Square Measure % | 45.16 |
25.99
|
18.37 | 45.16 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Alpha % | -14.84 |
-2.07
|
-19.56 | 7.98 | 10 | 12 |
No
|
No
|
Yes
|
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
Standard Deviation | 11.14 | 13.11 | 11.14 | 15.70 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Semi Deviation | 7.99 | 9.28 | 7.99 | 11.81 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Max Drawdown % | -5.93 | -10.91 | -15.23 | -5.93 | 1 | 12 |
Yes
|
Yes
|
No
|
|
VaR 1 Y % | -10.29 | -14.86 | -22.33 | -10.29 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Average Drawdown % | -2.90 | -4.27 | -6.28 | -2.90 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Sharpe Ratio | 1.57 | 1.06 | 0.74 | 1.57 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Sterling Ratio | 1.65 | 1.09 | 0.82 | 1.65 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Sortino Ratio | 0.92 | 0.58 | 0.39 | 0.92 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Jensen Alpha % | 4.43 | 3.71 | -4.80 | 10.70 | 5 | 12 |
Yes
|
No
|
No
|
|
Treynor Ratio | 0.33 | 0.18 | 0.11 | 0.33 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Modigliani Square Measure % | 45.16 | 25.99 | 18.37 | 45.16 | 1 | 12 |
Yes
|
Yes
|
No
|
|
Alpha % | -14.84 | -2.07 | -19.56 | 7.98 | 10 | 12 |
No
|
No
|
Yes
|
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ | |||
₹ | ₹ |
Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.
Investment Period | Invested Amount | Regular | Direct | ||
---|---|---|---|---|---|
XIRR % | Current Value of Invested Amount | XIRR % | Current Value of Invested Amount | ||
₹ 12000 | ₹ | ₹ | |||
₹ 36000 | ₹ | ₹ | |||
₹ 60000 | ₹ | ₹ | |||
₹ 84000 | ₹ | ₹ | |||
₹ 120000 | ₹ | ₹ | |||
₹ 180000 | ₹ | ₹ |
Date | NAV Regular Growth | NAV Direct Growth |
---|---|---|
25-04-2024 | 402.18 | 439.07 |
24-04-2024 | 398.99 | 435.58 |
23-04-2024 | 398.4 | 434.93 |
22-04-2024 | 397.64 | 434.09 |
19-04-2024 | 394.94 | 431.12 |
18-04-2024 | 393.21 | 429.23 |
16-04-2024 | 394.35 | 430.46 |
15-04-2024 | 395.29 | 431.48 |
12-04-2024 | 397.82 | 434.22 |
09-04-2024 | 400.97 | 437.64 |
08-04-2024 | 400.76 | 437.4 |
05-04-2024 | 398.49 | 434.9 |
04-04-2024 | 398.22 | 434.6 |
03-04-2024 | 398.11 | 434.48 |
02-04-2024 | 397.1 | 433.37 |
01-04-2024 | 397.19 | 433.45 |
28-03-2024 | 394.63 | 430.63 |
27-03-2024 | 391.9 | 427.65 |
26-03-2024 | 389.72 | 425.26 |
22-03-2024 | 391.29 | 426.95 |
21-03-2024 | 389.8 | 425.32 |
20-03-2024 | 386.91 | 422.15 |
19-03-2024 | 386.39 | 421.58 |
18-03-2024 | 389.57 | 425.04 |
15-03-2024 | 389.32 | 424.75 |
14-03-2024 | 391.04 | 426.62 |
13-03-2024 | 387.85 | 423.13 |
12-03-2024 | 395.14 | 431.08 |
11-03-2024 | 395.53 | 431.5 |
07-03-2024 | 398.0 | 434.17 |
06-03-2024 | 397.89 | 434.04 |
05-03-2024 | 397.16 | 433.24 |
04-03-2024 | 396.37 | 432.37 |
01-03-2024 | 394.61 | 430.43 |
29-02-2024 | 390.28 | 425.7 |
28-02-2024 | 389.24 | 424.57 |
27-02-2024 | 393.29 | 428.97 |
26-02-2024 | 392.08 | 427.64 |
23-02-2024 | 393.17 | 428.81 |
22-02-2024 | 393.06 | 428.68 |
21-02-2024 | 391.15 | 426.6 |
20-02-2024 | 393.54 | 429.2 |
19-02-2024 | 391.73 | 427.22 |
16-02-2024 | 390.2 | 425.53 |
15-02-2024 | 388.59 | 423.77 |
14-02-2024 | 386.72 | 421.72 |
13-02-2024 | 384.5 | 419.29 |
12-02-2024 | 382.27 | 416.86 |
09-02-2024 | 385.71 | 420.59 |
08-02-2024 | 385.48 | 420.33 |
07-02-2024 | 386.37 | 421.29 |
06-02-2024 | 386.33 | 421.24 |
05-02-2024 | 382.25 | 416.79 |
02-02-2024 | 382.88 | 417.45 |
01-02-2024 | 380.21 | 414.54 |
31-01-2024 | 380.62 | 414.98 |
30-01-2024 | 376.63 | 410.62 |
29-01-2024 | 379.45 | 413.69 |
25-01-2024 | 372.69 | 406.29 |
24-01-2024 | 374.0 | 407.71 |
23-01-2024 | 369.89 | 403.23 |
19-01-2024 | 374.23 | 407.94 |
18-01-2024 | 370.29 | 403.63 |
17-01-2024 | 370.87 | 404.26 |
16-01-2024 | 375.68 | 409.5 |
15-01-2024 | 376.74 | 410.65 |
12-01-2024 | 373.28 | 406.86 |
11-01-2024 | 369.63 | 402.87 |
10-01-2024 | 368.99 | 402.17 |
09-01-2024 | 368.09 | 401.18 |
08-01-2024 | 367.4 | 400.43 |
05-01-2024 | 369.48 | 402.67 |
04-01-2024 | 368.53 | 401.63 |
03-01-2024 | 365.55 | 398.37 |
02-01-2024 | 366.41 | 399.31 |
01-01-2024 | 365.65 | 398.47 |
29-12-2023 | 365.28 | 398.06 |
28-12-2023 | 366.05 | 398.89 |
27-12-2023 | 363.31 | 395.89 |
26-12-2023 | 360.59 | 392.92 |
22-12-2023 | 359.15 | 391.33 |
21-12-2023 | 357.18 | 389.18 |
20-12-2023 | 354.67 | 386.44 |
19-12-2023 | 360.34 | 392.61 |
18-12-2023 | 359.69 | 391.9 |
15-12-2023 | 359.56 | 391.74 |
14-12-2023 | 357.05 | 389.0 |
13-12-2023 | 353.47 | 385.09 |
12-12-2023 | 351.78 | 383.25 |
11-12-2023 | 353.74 | 385.37 |
08-12-2023 | 353.03 | 384.58 |
07-12-2023 | 352.59 | 384.1 |
06-12-2023 | 352.7 | 384.22 |
05-12-2023 | 352.49 | 383.98 |
04-12-2023 | 350.76 | 382.08 |
01-12-2023 | 345.27 | 376.08 |
30-11-2023 | 343.48 | 374.14 |
29-11-2023 | 341.22 | 371.67 |
28-11-2023 | 338.68 | 368.9 |
24-11-2023 | 337.23 | 367.29 |
23-11-2023 | 336.73 | 366.74 |
22-11-2023 | 336.28 | 366.25 |
21-11-2023 | 335.78 | 365.69 |
20-11-2023 | 334.26 | 364.04 |
17-11-2023 | 333.94 | 363.67 |
16-11-2023 | 334.26 | 364.02 |
15-11-2023 | 332.46 | 362.05 |
13-11-2023 | 329.04 | 358.32 |
10-11-2023 | 328.39 | 357.59 |
09-11-2023 | 327.79 | 356.93 |
08-11-2023 | 328.47 | 357.67 |
07-11-2023 | 327.85 | 356.99 |
06-11-2023 | 327.48 | 356.58 |
03-11-2023 | 325.21 | 354.1 |
02-11-2023 | 322.56 | 351.2 |
01-11-2023 | 319.87 | 348.26 |
31-10-2023 | 320.31 | 348.74 |
30-10-2023 | 321.8 | 350.36 |
27-10-2023 | 320.11 | 348.5 |
26-10-2023 | 316.81 | 344.91 |
25-10-2023 | 320.16 | 348.55 |
23-10-2023 | 322.61 | 351.2 |
20-10-2023 | 327.09 | 356.07 |
19-10-2023 | 328.32 | 357.4 |
18-10-2023 | 329.61 | 358.8 |
17-10-2023 | 330.89 | 360.18 |
16-10-2023 | 329.6 | 358.78 |
13-10-2023 | 328.97 | 358.08 |
12-10-2023 | 329.6 | 358.76 |
11-10-2023 | 329.17 | 358.28 |
10-10-2023 | 327.33 | 356.27 |
09-10-2023 | 324.06 | 352.71 |
06-10-2023 | 325.96 | 354.77 |
05-10-2023 | 324.78 | 353.48 |
04-10-2023 | 323.78 | 352.38 |
03-10-2023 | 326.14 | 354.94 |
29-09-2023 | 328.82 | 357.84 |
27-09-2023 | 327.27 | 356.14 |
26-09-2023 | 326.66 | 355.47 |
25-09-2023 | 326.53 | 355.33 |
22-09-2023 | 327.01 | 355.84 |
21-09-2023 | 328.36 | 357.29 |
20-09-2023 | 330.46 | 359.58 |
18-09-2023 | 332.29 | 361.55 |
15-09-2023 | 333.12 | 362.44 |
14-09-2023 | 331.74 | 360.94 |
13-09-2023 | 330.34 | 359.41 |
12-09-2023 | 327.97 | 356.82 |
11-09-2023 | 330.02 | 359.05 |
08-09-2023 | 328.08 | 356.93 |
07-09-2023 | 326.13 | 354.79 |
06-09-2023 | 324.91 | 353.47 |
05-09-2023 | 324.61 | 353.14 |
04-09-2023 | 323.75 | 352.2 |
01-09-2023 | 321.67 | 349.92 |
31-08-2023 | 317.79 | 345.69 |
30-08-2023 | 318.76 | 346.74 |
29-08-2023 | 318.51 | 346.46 |
28-08-2023 | 317.94 | 345.84 |
25-08-2023 | 316.7 | 344.48 |
24-08-2023 | 318.32 | 346.23 |
23-08-2023 | 318.94 | 346.9 |
22-08-2023 | 318.18 | 346.07 |
21-08-2023 | 317.74 | 345.59 |
18-08-2023 | 316.29 | 343.99 |
17-08-2023 | 317.55 | 345.36 |
16-08-2023 | 318.03 | 345.87 |
14-08-2023 | 317.34 | 345.12 |
11-08-2023 | 317.82 | 345.62 |
10-08-2023 | 319.51 | 347.46 |
09-08-2023 | 319.72 | 347.68 |
08-08-2023 | 318.32 | 346.15 |
07-08-2023 | 318.58 | 346.43 |
04-08-2023 | 316.94 | 344.64 |
03-08-2023 | 314.87 | 342.38 |
02-08-2023 | 316.42 | 344.06 |
01-08-2023 | 319.8 | 347.73 |
31-07-2023 | 319.26 | 347.14 |
28-07-2023 | 316.4 | 344.01 |
27-07-2023 | 315.45 | 342.97 |
26-07-2023 | 315.99 | 343.55 |
25-07-2023 | 313.58 | 340.93 |
24-07-2023 | 312.18 | 339.4 |
21-07-2023 | 311.72 | 338.89 |
20-07-2023 | 312.96 | 340.23 |
19-07-2023 | 310.95 | 338.04 |
18-07-2023 | 309.33 | 336.27 |
17-07-2023 | 309.13 | 336.05 |
14-07-2023 | 308.27 | 335.1 |
13-07-2023 | 306.03 | 332.66 |
12-07-2023 | 306.1 | 332.73 |
11-07-2023 | 305.88 | 332.49 |
10-07-2023 | 303.86 | 330.29 |
07-07-2023 | 303.58 | 329.97 |
06-07-2023 | 305.22 | 331.75 |
05-07-2023 | 303.51 | 329.89 |
04-07-2023 | 302.93 | 329.25 |
03-07-2023 | 302.83 | 329.14 |
30-06-2023 | 301.63 | 327.82 |
28-06-2023 | 298.99 | 324.94 |
27-06-2023 | 296.75 | 322.5 |
26-06-2023 | 294.46 | 320.01 |
23-06-2023 | 293.97 | 319.46 |
22-06-2023 | 295.38 | 320.98 |
21-06-2023 | 296.73 | 322.46 |
20-06-2023 | 295.46 | 321.07 |
19-06-2023 | 294.98 | 320.54 |
16-06-2023 | 295.74 | 321.35 |
15-06-2023 | 293.71 | 319.14 |
14-06-2023 | 294.18 | 319.65 |
13-06-2023 | 293.55 | 318.95 |
12-06-2023 | 292.57 | 317.89 |
09-06-2023 | 291.26 | 316.45 |
08-06-2023 | 292.56 | 317.86 |
07-06-2023 | 292.91 | 318.24 |
06-06-2023 | 291.02 | 316.18 |
05-06-2023 | 291.1 | 316.26 |
02-06-2023 | 289.59 | 314.6 |
01-06-2023 | 288.14 | 313.02 |
31-05-2023 | 288.65 | 313.58 |
30-05-2023 | 289.22 | 314.19 |
29-05-2023 | 289.17 | 314.13 |
26-05-2023 | 288.5 | 313.39 |
25-05-2023 | 286.94 | 311.69 |
24-05-2023 | 286.92 | 311.66 |
23-05-2023 | 286.56 | 311.26 |
22-05-2023 | 286.08 | 310.75 |
19-05-2023 | 285.3 | 309.88 |
18-05-2023 | 285.1 | 309.66 |
17-05-2023 | 285.61 | 310.21 |
16-05-2023 | 287.51 | 312.27 |
15-05-2023 | 287.52 | 312.28 |
12-05-2023 | 285.92 | 310.53 |
11-05-2023 | 287.3 | 312.01 |
10-05-2023 | 286.91 | 311.59 |
09-05-2023 | 285.9 | 310.49 |
08-05-2023 | 285.73 | 310.3 |
05-05-2023 | 282.6 | 306.89 |
04-05-2023 | 284.41 | 308.85 |
03-05-2023 | 282.6 | 306.88 |
02-05-2023 | 283.83 | 308.21 |
28-04-2023 | 282.29 | 306.52 |
27-04-2023 | 280.18 | 304.23 |
26-04-2023 | 278.87 | 302.8 |
Fund Launch Date: 09/Jul/2004 |
Fund Category: Value Fund |
Investment Objective: To generate returns through a combination of dividend income and capital appreciation by investing primarily in a well-diversified portfolio of value stocks. However, there can be no assurance or guarantee that the investment objective of the Scheme would be achieved |
Fund Description: An open ended equity scheme following a value investment strategy |
Fund Benchmark: Nifty 500 Value 50 Total Return Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.